davesaint86
726 posts
msg #139572
- Ignore davesaint86 |
11/28/2017 8:42:54 PM
Yes Kevin - It seems to work better after 6 pm PST.
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SAFeTRADE
649 posts
msg #139573
- Ignore SAFeTRADE |
11/28/2017 8:59:16 PM
I have a buy but no buy or price. Is that supposed to show?
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Kevin_in_GA
4,599 posts
msg #139574
- Ignore Kevin_in_GA |
11/28/2017 10:11:40 PM
BUY and SELL signals are to be transacted at the open price tomorrow, thus no price listed.
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SAFeTRADE
649 posts
msg #139575
- Ignore SAFeTRADE |
11/28/2017 10:22:43 PM
Thanks Kevin.
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nibor100
1,096 posts
msg #139578
- Ignore nibor100 |
11/29/2017 12:21:17 AM
Running the XIV Nightly Signals for 11/28 returned 1 Hold of #16 , and 1 SELL of #6 and surprisingly 1 BUY of #6. Seems a little odd to me to have a Buy signal in a strategy simultaneous with that very same strategy's Sell signal, but I guess if it keeps brokers happy....
Can anyone confirm they got the same 3 signals for 11/28?
Thanks,
Ed S.
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Kevin_in_GA
4,599 posts
msg #139580
- Ignore Kevin_in_GA |
11/29/2017 6:45:31 AM
I got that as well - if you were not already in the #6 trade I would treat it as a new BUY. Other wise it is a HOLD. No clue as to why there would be conflicting signals from the same strategy ...
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ferndave
65 posts
msg #139581
- Ignore ferndave |
11/29/2017 8:22:26 AM
Is it because the 'allow re-entry of trades on day of exit' is ticked?
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Kevin_in_GA
4,599 posts
msg #139583
- Ignore Kevin_in_GA |
11/29/2017 9:19:17 AM
Probably - good catch.
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nibor100
1,096 posts
msg #139620
- Ignore nibor100 |
11/29/2017 2:53:46 PM
There were 37 occurrences of these kind of same day same strategy entry and exit trades in my backtest of the dates Kevin used,(1/1/13 to 9/29/17). So probably not a big impact on results...
9 in Strategy #1, 2 in #12, #15 and #19, 14 in #23, 6 in #28, and 2 in #6.
4 of the ones in #23 occurred consecutively. all positive small gains.
for the curious,
Ed S.
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davesaint86
726 posts
msg #139623
- Ignore davesaint86 |
11/29/2017 8:17:45 PM
Kevin or Others
The signal results will only go back 1 year. However, I also included the Multisystem, which can be run over any period for which you have historical data. Run it and then run a Detailed Analysis on the result. Within the Detailed Analysis is a separate tab for all trades taken during that period.
What are the steps for running the Multisystem? Do I first go into Multisystem Setup and change Maximum Open Positions Per System from 0 to 10? Do I leave Allow Multiple Purchases of Symbols Across Systems Checked? After this do I click on Run/Multisystem with the XIV Sector checked?
Where do I set the run dates?
Thanks Dave!
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